Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.75% | 29.25 CHF | 29.47 CHF | 6,837 | 6,666 | 6,787 | 6,723 | 199,277 CHF | 198,859 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 29.38 CHF | 29.60 CHF | 6,807 | 6,756 | 6,804 | 6,444 | 199,507 CHF | 190,381 CHF | 99.97% | 99.97% |
11/07/2024 | 0.75% | 29.07 CHF | 29.29 CHF | 6,879 | 6,810 | 6,851 | 6,727 | 199,809 CHF | 197,685 CHF | 99.91% | 99.91% |
10/07/2024 | 0.73% | 28.98 CHF | 29.20 CHF | 6,891 | 6,679 | 6,929 | 6,867 | 199,700 CHF | 199,355 CHF | 99.99% | 99.99% |
09/07/2024 | 0.73% | 28.65 CHF | 28.86 CHF | 6,966 | 6,903 | 6,975 | 6,906 | 199,740 CHF | 199,238 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 28.62 CHF | 28.83 CHF | 6,666 | 6,365 | 6,654 | 6,644 | 190,809 CHF | 191,911 CHF | 99.99% | 99.99% |
05/07/2024 | 0.73% | 28.56 CHF | 28.77 CHF | 6,967 | 6,650 | 6,959 | 6,736 | 199,641 CHF | 194,664 CHF | 99.99% | 99.99% |
04/07/2024 | 0.73% | 28.73 CHF | 28.94 CHF | 6,961 | 6,810 | 6,963 | 6,859 | 199,983 CHF | 198,439 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 28.46 CHF | 28.67 CHF | 7,027 | 6,955 | 7,033 | 6,947 | 199,984 CHF | 199,015 CHF | 99.97% | 99.97% |
02/07/2024 | 0.74% | 28.28 CHF | 28.49 CHF | 7,072 | 7,020 | 7,035 | 6,945 | 199,185 CHF | 198,076 CHF | 99.99% | 99.99% |